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大越期货商品期权日报-20260331
Da Yue Qi Huo· 2026-03-31 03:13
Group 1: Report Industry Investment Rating - No relevant content Group 2: Core View of the Report - No relevant content Group 3: Summary of Related Catalogs Option Quotes - The daily percentage changes of call options for various commodities are as follows: aluminum 110.63%, cast aluminum alloy 52.98%, log 30.00%, polysilicon 25.07%, zinc 24.79%, tin 22.41%, palm oil 21.40%, lithium carbonate 21.29%, gold 20.78%, and ferrosilicon 19.83% [1] - The daily percentage changes of put options for various commodities are as follows: corn 53.85%, caustic soda 43.50%, industrial silicon 41.67%, soda ash 26.67%, corn starch 24.07%, offset printing paper 20.00%, eggs 17.83%, sugar 11.24%, lead 8.19%, and PVC 4.85% [1] Option Positions - The daily changes in call option positions for various commodities are as follows: glass 72484, soda ash 20918, PTA 17053, polysilicon 14673, aluminum 14245, coking coal 14096, rapeseed meal 14071, industrial silicon 12621, corn 12202, and caustic soda 11155 [2] - The daily changes in put option positions for various commodities are as follows: methanol 29780, PTA 14011, glass 11164, lithium carbonate 9399, styrene 7237, ethylene glycol 7034, rapeseed meal 5637, soybean meal 5482, sugar 5166, and iron ore 4908 [2] Option Position Put - Call Ratio (PCR) - High - position PCR varieties and their PCR values are: fuel oil 1.7887, short - fiber 1.5487, styrene 1.5322, methanol 1.5248, crude oil 1.3809, ethylene glycol 1.3654, propylene 1.323, lithium carbonate 1.2158, polypropylene 1.2116, and PTA 1.188 [5] - Low - position PCR varieties and their PCR values are: red dates 0.2068, live pigs 0.207, polysilicon 0.2947, alumina 0.3083, soda ash 0.3261, log 0.3686, urea 0.3696, coking coal 0.3824, apples 0.393, and glass 0.3965 [5] Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties and their PCR values are: propylene 16.4375, short - fiber 7.36, polypropylene 2.0329, iron ore 1.0411, p - xylene 0.9516, cast aluminum alloy 0.9234, copper 0.8426, offset printing paper 0.8077, lead 0.8031, and PTA 0.7501 [6] - Low - volume PCR varieties and their PCR values are: urea 0.1848, polysilicon 0.1914, alumina 0.1967, coking coal 0.2011, live pigs 0.234, palladium 0.2404, tin 0.2569, red dates 0.2611, nickel 0.2795, and aluminum 0.2847 [6] Daily Selections - Call options: manganese silicon (SM606, SM606C6700, trend degree 53, put - call ratio 0.63, remaining days 44), lithium carbonate (lc2607, lc2607 - C - 174000, trend degree 49, put - call ratio 1.22, remaining days 67), synthetic rubber (br2606, br2606C17800, trend degree 49, put - call ratio 0.96, remaining days 56), peanuts (PK610, PK610C8500, trend degree 49, put - call ratio 0.5, remaining days 165), methanol (MA609, MA609C3200, trend degree 45, put - call ratio 1.52, remaining days 135), styrene (eb2606, eb2606 - C - 10800, trend degree 45, put - call ratio 1.53, remaining days 52), urea (UR606, UR606C1900, trend degree 43, put - call ratio 0.37, remaining days 44), polypropylene (pp2606, pp2606 - C - 9600, trend degree 43, put - call ratio 1.21, remaining days 52) [7] - Put options: rapeseed meal (RM609, RM609P2325, trend degree - 55, put - call ratio 0.55, remaining days 135), soybeans No.1 (a2607, a2607 - P - 4400, trend degree - 53, put - call ratio 0.77, remaining days 78), corn (c2607, c2607 - MS - P - 2360, trend degree - 53, put - call ratio 0.53, remaining days 52), alumina (ao2606, ao2606P2850, trend degree - 47, put - call ratio 0.31, remaining days 56), live pigs (lh2607, lh2607 - P - 10800, trend degree - 47, put - call ratio 0.21, remaining days 78), soybean meal (m2607, m2607 - P - 2800, trend degree - 43, put - call ratio 0.85, remaining days 78), soybeans No.2 (b2606, b2606 - P - 3550, trend degree - 37, put - call ratio 0.86, remaining days 52), SSE 50 (IH2606, HO2606 - P - 2800, trend degree - 37, put - call ratio 0.62, remaining days 84) [7] Expiring Options - There are no expiring options on the day [7]
大越期货商品期权日报-20260326
Da Yue Qi Huo· 2026-03-26 02:56
Group 1: Report Summary - The report is the Commodity Options Daily Report on March 26, 2026, providing data on option quotes, positions, and other aspects [1] Group 2: Option Quotes - Among call options, industrial silicon had the highest daily increase of 53.11%, followed by lithium carbonate at 51.40%, and synthetic rubber at 44.05%. Among put options, iron ore had the highest daily increase of 47.75%, followed by fuel oil at 42.12%, and asphalt at 36.38% [1] Group 3: Option Positions - In terms of call option position daily changes, p-xylene had the largest increase of 23,812, followed by corn at 20,719, and soda ash at 20,087. For put options, coking coal had an increase of 5,133, methanol had an increase of 4,572, and ethylene glycol had an increase of 4,070 [2] Group 4: Option Position Put - Call Ratio (PCR) - High - position PCR varieties include fuel oil with a PCR of 1.8962, short - fiber with 1.5285, and apple with 1.4112. Low - position PCR varieties include live pigs with 0.2019, red dates with 0.2475, and alumina with 0.3471 [5] Group 5: Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties include propylene with a PCR of 9.625, short - fiber with 9.5778, and polypropylene with 2.3977. Low - volume PCR varieties include red dates with 0.1836, soda ash with 0.2033, and polysilicon with 0.2218 [6] Group 6: Daily Selections - Call option selections include synthetic rubber, ferromanganese silicon, and coking coal. Put option selections include soybeans No.1, soybeans No.2, and rapeseed meal [7] Group 7: Near - Expiry Options - For call options, p - xylene, red dates, and apples are near - expiry. For put options, p - xylene, red dates, and apples are also near - expiry, with corresponding break - even prices and price increase/decrease rates provided [8]
商品期权日报(2026年03月20日)-20260320
Da Yue Qi Huo· 2026-03-20 05:36
1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoint - No clear core viewpoint presented in the report 3. Summary by Related Catalogs Option Quotes - **Call Options**: Apple had a daily increase of 188.89%, methanol 97.04%, ethylene glycol 86.46%, etc [1]. - **Put Options**: Gold had a daily increase of 350.58%, tin 229.67%, copper 105.07%, etc [1]. Option Positions - **Call Options**: Glass had a daily position change of 16389, silver 10742, rebar 9458, etc [2]. - **Put Options**: Methanol had a daily position change of 14342, asphalt 9127, styrene 7635, etc [2]. Option Position Put - Call Ratio (PCR) - **High - PCR Varieties**: Fuel oil had a PCR of 1.9147, apple 1.8105, p - xylene 1.7086, etc [5]. - **Low - PCR Varieties**: Pig had a PCR of 0.2179, red dates 0.218, soda ash 0.3633, etc [5]. Option Volume Put - Call Ratio (PCR) - **High - PCR Varieties**: Short - fiber had a PCR of 2.2522, propylene 1.9571, copper 1.6744, etc [6]. - **Low - PCR Varieties**: Liquefied petroleum gas had a PCR of 0.1805, urea 0.216, log 0.2208, etc [6]. Daily Selections - **Call Options**: Fuel oil (fu2609C4450), methanol (MA609C3000), asphalt (bu2605C4800), etc [7]. - **Put Options**: Gold (au2606P1040), nickel (ni2605P124000), copper (cu2605P88000), etc [7]. Near - Expiry Options - **Call Options**: For the Shanghai 50 Index, the HO2603 - C - 2950 option had 1 day remaining, with a closing price of 3.4 and a break - even target price of 2983.4 (2.30% increase) [8]. - **Put Options**: For the Shanghai 50 Index, the HO2603 - P - 2900 option had 1 day remaining, with a closing price of 5.6 and a break - even target price of 2864.4 (-1.78% decrease) [8].
大越期货商品期权日报-20260312
Da Yue Qi Huo· 2026-03-12 07:12
1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - No clear core view is presented in the provided content; it mainly consists of data on commodity options 3. Summary According to Relevant Catalogs Option Quotes - **Call Options**: Short - fiber had a daily increase of 300.00%, PVC 112.76%, ethylene glycol 108.50%, p - xylene 88.74%, soybean meal 84.94%, soybean No. 2 81.25%, rapeseed meal 78.26%, polypropylene 73.62%, caustic soda 68.79%, and PTA 66.70% [1] - **Put Options**: Lithium carbonate had a daily increase of 18.75%, zinc 14.93%, log 13.41%, apple 10.34%, manganese silicon 6.25%, industrial silicon 3.43%, live pig 1.95%, copper 1.01%, pure benzene - 2.18%, and palladium - 2.94% [1] Option Positions - **Call Options**: The daily change in soybean meal positions was 32,239, corn 18,480, sugar 16,275, styrene 11,509, palm oil 9,191, rebar 7,621, crude oil 6,723, fuel oil 6,639, soybean No. 2 6,509, and eggs 6,052 [2] - **Put Options**: The daily change in soybean meal positions was 24,404, PVC 16,916, styrene 15,247, sugar 5,770, aluminum 5,528, iron ore 5,446, corn 5,237, polypropylene 4,825, rebar 3,500, and ethylene glycol 3,340 [2] Option Position Put - Call Ratio PCR - **High - position PCR**: Fuel oil had a PCR of 2.0713, apple 1.8357, styrene 1.6664, pure benzene 1.5159, short - fiber 1.4492, crude oil 1.3653, synthetic rubber 1.2324, methanol 1.1734, liquefied petroleum gas 1.1575, and asphalt 1.1568 [5] - **Low - position PCR**: Jujube had a PCR of 0.2344, live pig 0.2371, alumina 0.3179, soda ash 0.3695, urea 0.3806, coking coal 0.3902, sugar 0.4169, natural rubber 0.4268, industrial silicon 0.4516, and peanut 0.46 [5] Option Volume Put - Call Ratio PCR - **High - volume PCR**: Pure benzene had a PCR of 4.2417, cast aluminum alloy 1.5412, propylene 1.0614 [6] - **Low - volume PCR**: Jujube had a PCR of 0.0766, live pig 0.1307, alumina 0.2094, urea 0.2309, polysilicon 0.2399, peanut 0.2445, natural rubber 0.2587, industrial silicon 0.2683, cotton 0.2766, and aluminum 0.2969 [6] Daily Selections - **Call Options**: Aluminum, bottle flakes, iron ore, plastic, ferrosilicon, short - fiber, jujube, and soybean meal were selected, with a trend degree of 55 for all. The put - call ratios and remaining days varied [7] - **Put Options**: Lead, zinc, copper, SSE 50, gold, lithium carbonate, nickel, and live pig were selected, with negative trend degrees. The put - call ratios and remaining days varied [7] Near - Expiration Options - **Call Option**: The crude oil call option sc2604C650 had a remaining period of 2 days, an option closing price of 35.6, a target settlement price of 649.2. The break - even target price was 705.6 (8.69% increase), and the target price for the option to double was 761.2 (17.25% increase) [8] - **Put Option**: The crude oil put option sc2604P640 had a remaining period of 2 days, an option closing price of 18.0, a target settlement price of 649.2. The break - even target price was 602.0 (-7.27% increase), and the target price for the option to double was 564.0 (-13.12% increase) [8]
大越期货商品期权日报-20260311
Da Yue Qi Huo· 2026-03-11 02:50
Group 1: Option Quotes - The daily percentage changes of call options for various commodities are as follows: asphalt 112.07%, tin 22.66%, platinum 22.63%, copper 18.89%, silver 17.29%, bottle chips 17.29%, natural rubber 12.96%, nickel 6.94%, palladium 5.91%, and cotton 0.00% [1] - The daily percentage changes of put options for various commodities are as follows: crude oil 160.40%, ethylene glycol 97.87%, p - xylene 86.86%, liquefied petroleum gas 73.25%, offset printing paper 58.24%, PTA 57.00%, styrene 53.73%, plastic 47.25%, polypropylene 46.48%, and soybean oil 41.04% [1] Group 2: Option Positions - The daily changes in call option positions for different commodities are: methanol 46373, PTA 33073, soybean meal 17115, soda ash 15539, glass 15167, corn 15030, styrene 11799, sugar 10085, caustic soda 7846, and rebar 7287 [2] - The daily changes in put option positions for different commodities are: styrene 43469, PTA 21180, soybean meal 16414, fuel oil 12427, methanol 9292, corn 8121, cotton 5086, p - xylene 4916, palm oil 4136, and iron ore 3876 [2] Group 3: Option Position Put - Call Ratio PCR - High - position PCR varieties and their PCR values are: fuel oil 2.3679, apple 1.8771, short - fiber 1.8171, styrene 1.7204, crude oil 1.6227, propylene 1.5756, synthetic rubber 1.3121, PTA 1.3042, pure benzene 1.2202, and liquefied petroleum gas 1.1647 [5] - Low - position PCR varieties and their PCR values are: live pigs 0.2434, red dates 0.2486, alumina 0.3171, soda ash 0.3571, coking coal 0.4098, natural rubber 0.4182, urea 0.4184, sugar 0.4214, industrial silicon 0.4653, and logs 0.4679 [5] Group 4: Option Volume Put - Call Ratio PCR - High - volume PCR varieties and their PCR values are: propylene 4.8296, pure benzene 2.0913, short - fiber 2.0615, polypropylene 1.686, cast aluminum alloy 1.534, bottle chips 1.3155, synthetic rubber 1.2205, rapeseed oil 1.0802, plastic 1.0575, and PTA 1.0359 [6] - Low - volume PCR varieties and their PCR values are: red dates 0.0919, live pigs 0.1216, polysilicon 0.1702, nickel 0.2152, urea 0.2331, peanuts 0.2506, natural rubber 0.2579, alumina 0.2761, coking coal 0.3232, and rebar 0.3315 [6] Group 5: Daily Selections - Call option daily selections include silicon iron, styrene, aluminum, bottle chips, iron ore, soybean meal, fuel oil, and rebar, with details on futures contracts, option contracts, trend degrees, put - call ratios, and remaining days [7] - Put option daily selections include SSE 50, copper, zinc, lead, nickel, gold, CSI 300, and live pigs, with details on futures contracts, option contracts, trend degrees, put - call ratios, and remaining days [7] Group 6: Near - Expiration Options - Call near - expiration options for glass, methanol, short - fiber, peanuts, propylene, bottle chips, soda ash, silicon iron, caustic soda, manganese silicon, PTA, urea, and crude oil are presented, including remaining days, option closing prices, underlying settlement prices, break - even points, and option doubling conditions [8] - Put near - expiration options for glass, methanol, short - fiber, peanuts, propylene, bottle chips, soda ash, silicon iron, caustic soda, manganese silicon, PTA, urea, and crude oil are presented, including remaining days, option closing prices, underlying settlement prices, break - even points, and option doubling conditions [9]
大越期货商品期权日报-20260304
Da Yue Qi Huo· 2026-03-04 06:07
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report No clear core view is presented in the provided content. The report mainly offers data on commodity option trading, including daily price changes, position changes, put - call ratios, and details of selected and near - expiration options. 3. Summary by Related Tables Table 1: Option Quotes - The daily price increases of call options for liquefied petroleum gas, crude oil, and apple are 125.17%, 118.22%, and 92.23% respectively. The daily price increases of put options for tin, lithium carbonate, and aluminum are 88.55%, 86.57%, and 56.82% respectively [1]. Table 2: Option Positions - The daily position changes of call options for glass, PVC, and lithium carbonate are 23249, 12409, and 12097 respectively. The daily position changes of put options for methanol, fuel oil, and soda ash are 52355, 16997, and 9061 respectively [2]. Table 3: Option Position Put - Call Ratio (PCR) - High - PCR call options include apple (2.3111), crude oil (1.2782), and short - fiber (1.1914). Low - PCR put options include live pigs (0.2848), red dates (0.2857), and alumina (0.3118) [5]. Table 4: Option Trading Volume Put - Call Ratio (PCR) - High - PCR call options include polysilicon (1.3523), lithium carbonate (1.2982), and industrial silicon (1.1053). Low - PCR put options include red dates (0.155), urea (0.1657), and asphalt (0.196) [6]. Table 5: Daily Selections - Call options such as asphalt (bu2606C3800), bottle chips (PR605C6900), and rapeseed oil (OI605C9700) have a trend degree of 55. Put options such as polysilicon (ps2605 - P - 43000), live pigs (lh2605 - P - 11000), and industrial silicon (si2605 - P - 8000) have negative trend degrees [7]. Table 6: Near - Expiration Options - For call options of lithium carbonate, industrial silicon, and polysilicon, the remaining days are 3, and the corresponding break - even target price increases are 2.33%, 1.67%, and 2.94% respectively. For put options of these three commodities, the break - even target price decreases are - 5.82%, - 1.34%, and - 2.70% respectively [8].
大越期货商品期权日报-20260227
Da Yue Qi Huo· 2026-02-27 02:40
Group 1: Report Industry Investment Rating - No information provided Group 2: Core View of the Report - The report presents data on commodity option daily market conditions, including option price changes, option positions, and Put - Call Ratios (PCR) for various commodity options on February 27, 2026, as well as daily preferred options and information on expiring options [1][2][5][6][7] Group 3: Summary by Related Catalogs Option Quotes - For call options, manganese silicon had the highest daily increase of 133.33%, followed by ferrosilicon with 37.72% and lithium carbonate with 25.94%. For put options, PVC had a daily increase of 41.32%, polycrystalline silicon 39.68%, and palm oil 37.41%. The calculation is based on the closing price of the at - the - money options of the main contracts of each variety [1] Option Positions - For call options, glass had the largest daily change in position of 45,943, followed by methanol with 35,737 and manganese silicon with 35,447. For put options, lithium carbonate had a daily position change of 21,389, iron ore 13,959, and PTA 13,864 [2] Option Position Put - Call Ratio (PCR) - High - position PCR varieties included apple with 1.9461, lithium carbonate with 1.2111, and short - fiber with 1.1513. Low - position PCR varieties included alumina with 0.2496, jujube with 0.2897, and live pigs with 0.2946 [5] Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties included polycrystalline silicon with 1.7396, propylene with 1.479, and apple with 1.3897. Low - volume PCR varieties included jujube with 0.2004, manganese silicon with 0.2173, and live pigs with 0.2551 [6] Daily Preferred Options - Call options: The selected varieties were lithium carbonate, CSI 1000, soybean meal, fuel oil, cotton, soybean No. 2, soybean No. 1, and corn, with a trend degree of 53 - 55 and different put - call ratios and remaining days [7] - Put options: The selected varieties were polycrystalline silicon, coking coal, PVC, live pigs, palm oil, iron ore, ethylene glycol, and plastic, with a negative trend degree of - 39 to - 55 and different put - call ratios and remaining days [7] Expiring Options - There were no expiring options on the day [7]
商品期权周报-20260224
Guo Tai Jun An Qi Huo· 2026-02-24 06:24
1. Report Industry Investment Rating - Not provided in the content 2. Core Viewpoints of the Report - Not provided in the content 3. Summary by Relevant Catalogs 3.1 Market Overview - The report presents the trading volume and open interest data of the commodity options market, including the overall market and different sectors such as agriculture, energy and chemicals, black metals, precious metals, and non - ferrous metals and new energy. The overall trading volume of the market this week was 6,628,465.8, a decrease of 0.95% from last week, and the open interest was 7,083,253, a decrease of 0.24% from last week. Among them, the trading volume of agricultural products increased by 0.48%, while the trading volume of other sectors decreased to varying degrees [5]. 3.2 Market Data 3.2.1 Market Overview - The report provides the quantitative data of commodity options, including the at - the - money volatility, 60 - day quantile, skew, and 60 - day skew quantile of various options. For example, the at - the - money volatility of corn options is 8.65%, and the 60 - day quantile is 13.33% [15]. 3.2.2 - 3.2.61 Various Option Data - For each type of option (such as corn options, soybean meal options, etc.), the report details the closing price, trading volume, open interest, volume PCR, open interest PCR, at - the - money volatility, HV - 10 days, HV - 20 days, and skew of the main and secondary contracts. For example, for corn options, the total trading volume of the main contract this week was 145,658, an increase of 48,066 from last week, and the volume PCR was 0.4574, a decrease of 0.0707 from last week [17].
商品期权日报(2026年02月09日)-20260209
Da Yue Qi Huo· 2026-02-09 08:05
Group 1: Option Market Quotes - The daily price changes of call options for various commodities are as follows: asphalt 88.61%, corn starch 59.32%, liquefied petroleum gas 34.88%, p - xylene 21.31%, alumina 15.97%, corn 15.71%, fuel oil 14.54%, methanol 11.73%, short - fiber 9.96%, PTA 9.63% [1] - The daily price changes of put options for various commodities are as follows: caustic soda 90.67%, log 79.07%, palladium 47.03%, platinum 35.39%, tin 33.04%, nickel 31.24%, silver 27.03%, copper 22.04%, rebar 19.59%, coking coal 18.08% [1] Group 2: Option Positions - The daily changes in call option positions for various commodities are as follows: methanol 42,604, caustic soda 19,694, glass 17,313, soda ash 15,825, silver 13,395, asphalt 6,713, rapeseed meal 5,885, coking coal 5,587, soybean meal 4,790, ethylene glycol 3,320 [2] - The daily changes in put option positions for various commodities are as follows: PTA 8,361, methanol 6,189, alumina 4,191, cotton 3,781, caustic soda 2,834, styrene 2,239, rebar 1,355, silicomanganese 1,351, rapeseed meal 1,264, crude oil 1,103 [2] Group 3: Option Position Put - Call Ratio (PCR) - High - position PCR varieties: apple (1.6057), offset - printing paper (1.192), propylene (1.1382), bottle chips (1.0699), short - fiber (1.0328), cast aluminum alloy (1.0007), synthetic rubber (0.9576), iron ore (0.9511), lithium carbonate (0.9433), soybean No. 2 (0.8643) [5] - Low - position PCR varieties: caustic soda (0.2383), alumina (0.2431), live pigs (0.2615), soda ash (0.2619), red dates (0.2978), ethylene glycol (0.3744), methanol (0.3936), coking coal (0.3943), lead (0.3956), log (0.4008) [5] Group 4: Option Trading Volume Put - Call Ratio (PCR) - High - trading - volume PCR varieties: propylene (1.4211), silver (1.3878), nickel (1.2476), iron ore (1.1227), industrial silicon (1.0666), polysilicon (1.011), copper (0.9758), lithium carbonate (0.9645), zinc (0.9487), aluminum (0.9379) [6] - Low - trading - volume PCR varieties: alumina (0.1701), ethylene glycol (0.1962), red dates (0.2064), coking coal (0.2945), corn (0.3587), ferrosilicon (0.364), corn starch (0.3642), methanol (0.3754), silicomanganese (0.389), asphalt (0.4081) [6] Group 5: Daily Selections - Call options: alumina (ao2605C2900, trend degree 45, put - call ratio 0.24, remaining days 77), crude oil (sc2604C470, trend degree 37, put - call ratio 0.54, remaining days 35), sugar (SR605C5300, trend degree 35, put - call ratio 0.49, remaining days 66), asphalt (bu2604C3550, trend degree 23, put - call ratio 0.49, remaining days 47), apple (AP605C9900, trend degree 23, put - call ratio 1.61, remaining days 49), silicomanganese (SM605C5900, trend degree 21, put - call ratio 0.47, remaining days 66), glass (FG605C1140, trend degree 19, put - call ratio 0.41, remaining days 66), PVC (v2605 - C - 5100, trend degree 19, put - call ratio 0.46, remaining days 70) [7] - Put options: ethylene glycol (eg2605 - P - 3550, trend degree - 55, put - call ratio 0.37, remaining days 70), lead (pb2604P16000, trend degree - 55, put - call ratio 0.4, remaining days 47), iron ore (i2605 - P - 740, trend degree - 55, put - call ratio 0.95, remaining days 70), rebar (rb2605P3050, trend degree - 55, put - call ratio 0.44, remaining days 77), pulp (sp2605P4950, trend degree - 53, put - call ratio 0.86, remaining days 77), industrial silicon (si2605 - P - 8300, trend degree - 53, put - call ratio 0.49, remaining days 61), silver (ag2604P18500, trend degree - 53, put - call ratio 0.83, remaining days 47), caustic soda (SH605P2040, trend degree - 53, put - call ratio 0.24, remaining days 66) [7] Group 6: Near - Expiry Options - Call options: cotton (CF603C14800, remaining days 3, option closing price 42.0, break - even point 14845.0, break - even increase 1.26%, option doubling point 14890.0, doubling increase 1.57%), glass (FG603C1000, remaining days 3, option closing price 11.5, break - even point 1012.5, break - even increase 1.76%, option doubling point 1025.0, doubling increase 3.02%), etc. [8] - Put options: cotton (CF603P14600, remaining days 3, option closing price 67.0, break - even point 14530.0, break - even decrease - 0.89%, option doubling point 14460.0, doubling decrease - 1.36%), glass (FG603P990, remaining days 3, option closing price 9.5, break - even point 979.5, break - even decrease - 1.56%, option doubling point 969.0, doubling decrease - 2.61%), etc. [9]
商品期权日报(2026年02月05日)-20260205
Da Yue Qi Huo· 2026-02-05 02:59
1. Report Industry Investment Rating - No information provided 2. Core Viewpoints of the Report - No information provided 3. Summary by Relevant Catalogs Option Quotes - The daily percentage changes of call options for fuel oil, asphalt, and short - fiber are 97.27%, 46.67%, and 43.38% respectively. The daily percentage changes of put options for offset printing paper, lead, and corn are 12.24%, 6.80%, and 6.25% respectively [1] Option Positions - The daily changes in call option positions for methanol, PTA, and fuel oil are 33565, 16765, and 12896 respectively. The daily changes in put option positions for PTA, glass, and soda ash are 32223, 24052, and 12483 respectively [2] Option Position Put - Call Ratio (PCR) - High - position PCR varieties include apple (1.5705), propylene (1.1986), and offset printing paper (1.1185). Low - position PCR varieties include alumina (0.2203), live pigs (0.2572), and soda ash (0.2926) [5] Option Volume Put - Call Ratio (PCR) - High - volume PCR varieties include apple (1.5386), iron ore (1.3131), and palladium (1.2957). Low - volume PCR varieties include alumina (0.2083), natural rubber (0.2091), and red dates (0.2174) [6] Daily Selections - Call option selections include PVC, soda ash, and alumina with trend degrees of 55, 49, and 49 respectively. Put option selections include lead, eggs, and lithium carbonate with trend degrees of - 55, - 55, and - 47 respectively [7] Near - Expiration Options - For call options of near - expiration options, such as lithium carbonate, the option closing price is 2430.0, the underlying settlement price is 148020.0, and the break - even underlying price and its increase rate are 152436.0 and 2.98% respectively. For put options, such as lithium carbonate, the option closing price is 4100.0, the underlying settlement price is 148020.0, and the break - even underlying price and its decrease rate are 143894.0 and - 2.79% respectively [8]